Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.654855 0.739488 0.835456 0.953305 1.095466 1.263171 1.478628
2024-12-15 0.571352 0.679741 0.812208 0.989129 1.224188 1.533338 1.984334
2024-12-22 0.522172 0.647333 0.809810 1.042665 1.379475 1.869530 2.680645
2024-12-29 0.475824 0.609356 0.791303 1.067796 1.498232 2.184736 3.469031
2025-01-05 0.436912 0.574823 0.770556 1.083494 1.603902 2.508649 4.421840
2025-01-12 0.399813 0.537527 0.739562 1.076520 1.669536 2.783164 5.429014
2025-01-19 0.359057 0.490121 0.686964 1.025429 1.646591 2.883989 6.113898
2025-01-26 0.338600 0.470648 0.674642 1.038750 1.743016 3.257533 7.755390
2025-02-02 0.321356 0.454140 0.664680 1.053899 1.845862 3.684675 9.955890
2025-02-09 0.301553 0.431665 0.642207 1.042440 1.891052 3.992746 12.110296
2025-02-16 0.287246 0.416667 0.630561 1.049289 1.977353 4.446996 15.510878
2025-02-23 0.266974 0.390310 0.596727 1.008039 1.944801 4.553292 17.464599
2025-03-02 0.247256 0.364099 0.561935 0.962710 1.899213 4.623707 19.545501
2025-03-09 0.239186 0.356809 0.560186 0.984806 2.025594 5.319165 27.573942
2025-03-16 0.234689 0.355147 0.568349 1.028939 2.222308 6.405255 44.138589
2025-03-23 0.227325 0.347897 0.565288 1.048012 2.357331 7.371078 67.706126
2025-03-30 0.219711 0.339629 0.559448 1.059884 2.476093 8.383616 106.646025
2025-04-06 0.210474 0.327816 0.545633 1.051081 2.529705 9.141264 158.458777
2025-04-13 0.197613 0.308702 0.515936 1.000491 2.437020 9.046766 180.782902
2025-04-20 0.192077 0.302678 0.512026 1.012662 2.557440 10.321733 343.586992
2025-04-27 0.187100 0.297360 0.509078 1.026853 2.690788 11.877108 806.903490
2025-05-04 0.180123 0.287895 0.496825 1.015541 2.729518 12.846118 1738.441693
2025-05-11 0.175177 0.281990 0.491572 1.021991 2.838830 14.570420 8198.723451